Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47239.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45844.67 Kr¶

PnL: ---------------------------------------> -1043.9 Kr¶

DD now: ---------------------------------> -2.859 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:19:02.297806'

Anic Portfolio¶

This Week¶

Return: -1.28 %¶

Total¶

Return: 54.847 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Beijer Electronics Group 26 -1.680000 3042.000000 71.000000 2.390000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.070000 386.700000 31.700000 8.930000 355.000000
Corem Property Group B 59 -2.270000 608.290000 31.290000 5.420000 576.999999
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
AcadeMedia 12 -3.680000 584.880000 27.880000 5.010000 557.000004
Resurs Holding 22 -1.440000 600.600000 26.600000 4.630000 573.999998
SAAB B 8 -0.120000 3403.200000 26.200000 0.780000 3377.000000
HMS Networks 2 -2.930000 690.000000 17.000000 2.530000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.520000 578.100000 14.100000 2.500000 564.000000
Securitas B 6 -1.000000 582.720000 12.720000 2.230000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Boozt 12 -2.050000 1662.000000 8.000000 0.480000 1653.999996
Coor Service Management Hold. 8 -0.740000 538.000000 6.000000 1.130000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
OEM International B 7 -1.820000 529.200000 1.200000 0.230000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -1.250000 247.200000 1.200000 0.490000 246.000000
Intrum 4 -3.230000 527.800000 0.800000 0.150000 527.000000
Creaspac SPAC 6 -0.210000 574.200000 -2.800000 -0.490000 577.000002
Nordea Bank Abp 29 -0.150000 3449.260000 -4.740000 -0.140000 3453.999992
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Midsona B 63 -1.650000 564.480000 -18.520000 -3.180000 582.999984
Essity B 2 -2.250000 548.000000 -26.000000 -4.530000 574.000000
CTEK 13 -2.060000 506.740000 -27.260000 -5.100000 533.999999
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Essity A 4 -3.010000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.220000 3590.600000 -165.400000 -4.400000 3756.000001
OX2 18 -2.920000 1405.800000 -258.200000 -15.520000 1663.999992
Ovzon 52 -3.810000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 45904.570000 -984.000000 -2.73566% 46888.564618

Updated:¶

'2023-01-25 14:18:00.242162'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶